Automation of the Expected Credit loss (ECL) and Pricing tools for a Development Finance institution (DFI) – DE
Automation of the Expected Credit loss (ECL) and Pricing tools for a Development Finance institution (DFI) Overview Overview A leading Development Finance Institution (DFI) engaged Aspect Advisory to enhance its Expected Credit Loss (ECL) models, risk-based pricing capabilities, and IFRS 9 reporting. The institution required a modernized, automated approach to ECL calculations and risk-based pricing, […]
Automation of Enterprise Risk Management Framework (ETR) – A news event triggered dashboard – DE
Automation of Enterprise Risk Management Framework (ETR) – A news event triggered dashboard Overview Overview In today’s rapidly evolving financial landscape, external events such as social, economic, and political developments can have profound impacts on financial institutions. To proactively mitigate risks, a large Development Finance Institution (DFI) sought to enhance its Enterprise Risk Management (ERM) […]
Addressing the 8th MaRisk Amendment Requirements with a Focus on IRRBB and CSRBB – DE
Umsetzung der Anforderungen der 8. MaRisk-Änderung mit Schwerpunkt auf IRRBB und CSRBB Overview Overview Eine der größten Entwicklungsbanken Deutschlands hat sich mit Aspect Advisory zusammengetan, um sich unabhängiges Fachwissen zur 8. MaRisk-Novelle zu sichern. Dieses Projekt zielte speziell auf Verbesserungen im Zusammenhang mit dem Zinsrisiko im Bankbuch (IRRBB) und dem Credit Spread Risk im Bankbuch […]